Depression and alcoholism are common problems with a high rate of comorbidity. Depressed alcoholics have a higher rate of suicide and more alcohol-related problems than non-depressed alcoholics. Alteration of central nervous system (CNS) serotonin function is found in both depressed and alcoholic patients, therefore serotonin reuptake inhibitors (SSRI's) may be particularly appropriate for treatment of depressed alcoholics. Additionally, pharmacologic probes of the serotonin system may identify subgroups of patients more likely to benefit from the SSRI's. In a pilot study of outpatient depressed alcoholics, the SSRI, sertraline, demonstrated a beneficial effect on both depressive symptoms and alcohol consumption. A 12-week random assignment, placebo-controlled double-blind study of sertraline, combined with cognitive behavioral therapy (CBT) specifically targeting drinking behavior, in 100 alcoholics with comorbid primary depression is proposed. Subjects will have both current DSM-IIIR alcohol dependence or abuse and major depressive episode or dysthymic disorder. Primary depression will be demonstrated by onset of depressive disorder before alcoholism, persistence of depression during a significant (greater than 4 weeks) period of sobriety, or a first-degree relative with an affective disorder. During baseline assessment and a one-week single- blind placebo screening period, subjects will participate in a biological challenge procedure with fenfluramine, a serotonergic probe, to assess CNS serotonin function. The primary hypothesis is that subjects treated with sertraline and CBT will have more improvement in depression and less alcohol consumption than subjects treated with placebo and CBT. The secondary hypothesis is that subjects who demonstrate greater serotonin responsivity, as measured by prolactin and cortisol stimulation, and report more alcohol-like sensations during fenfluramine challenge will respond better to sertraline than individuals with less serotonin responsivity and less alcohol-like sensations. The findings of this study will add to the growing body of work that supports pharmacologic treatments of alcoholism, with comorbid disorders, and also will link the results of a biological challenge procedure to treatment outcome in alcoholics with comorbid depression.